Technical insights on AI, quantitative finance, and trading systems
Building a RAG agent for quantamental research using Voyage AI embeddings, Qdrant vector store, Exa web search, and DeepSeek reasoning. Combines proprietary research with real-time market intelligence.
Exploring SFT and RL methods to train models on options pricing, Greeks calculation, volatility surface modeling, and hedging optimization. Integrated with VaR, stress testing, and Tinker API for complex derivative scenarios.
An introduction to building AI agent systems for quantitative trading. This article explores agent architectures, LLM integration patterns, and evaluation frameworks for financial applications.